In this work, we discuss the implications of a recently obtained equilibrium fluctuation-dissipation relation on the extension of the available Monte Carlo methods based on the consideration of the Gibbs canonical ensemble to account for the existence of an anomalous regime with negative heat capacities $C<0$. The resulting framework appears as a suitable generalization of the methodology associated with the so-called textit{dynamical ensemble}, which is applied to the extension of two well-known Monte Carlo methods: the Metropolis importance sample and the Swendsen-Wang clusters algorithm. These Monte Carlo algorithms are employed to study the anomalous thermodynamic behavior of the Potts models with many spin states $q$ defined on a $d$-dimensional hypercubic lattice with periodic boundary conditions, which successfully reduce the exponential divergence of decorrelation time $tau$ with the increase of the system size $N$ to a weak power-law divergence $taupropto N^{alpha}$ with $alphaapprox0.2$ for the particular case of the 2D 10-state Potts model.
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